Spread arbitrage between ETFs

碩士 === 中國文化大學 === 國際企業管理研究所 === 97 === Spread arbitrage between ETFs Student: Wan-chi Chang Advisor: Prof. Wu-chang Luo Chinese Culture University ABSTRACT Spread arbitrage is to used the same commodity that against law of one price to making arbitrage, but a necessary condition for...

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Bibliographic Details
Main Authors: Wan-chi Chang, 陳琬琪
Other Authors: Wu-chang Luo
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/08703119149287071403